Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51794.71 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48595.65 Kr¶

PnL: ---------------------------------------> -491.92 Kr¶

DD now: ---------------------------------> -0.288 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:11:23.335814'

Anic Portfolio¶

Today¶

Return: 0.301 %¶

This Week¶

Return: 8.979 %¶

Total¶

Return: 69.563 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 4.110000 810.400000 137.400000 20.420000 673.000000
Nordea Bank Abp 29 0.920000 3564.100000 110.100000 3.190000 3453.999992
SAAB B 8 1.500000 3468.000000 91.000000 2.690000 3377.000000
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.690000 617.400000 53.400000 9.470000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
AcadeMedia 12 0.570000 594.720000 37.720000 6.770000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.790000 390.500000 35.500000 10.000000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
OEM International B 7 1.810000 552.300000 24.300000 4.600000 527.999997
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
Securitas B 6 2.180000 584.520000 14.520000 2.550000 570.000000
Boozt 12 2.210000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.350000 541.200000 9.200000 1.730000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.300000 545.900000 -0.100000 -0.020000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.260000 511.160000 -22.840000 -4.280000 533.999999
International Petroleum Corp. 5 -0.090000 562.000000 -32.570000 -5.480000 594.565215
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -3.160000 3906.000000 -394.000000 -9.160000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48595.650000 -491.920000 -0.28814% 49087.564636

Updated:¶

'2023-02-01 15:11:36.133084'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶